Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.563 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47745.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46349.04 Kr¶

PnL: ---------------------------------------> -539.53 Kr¶

DD now: ---------------------------------> -1.819 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:10:39.750564'

Anic Portfolio¶

Today¶

Return: 0.911 %¶

This Week¶

Return: 0.446 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 56.306 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 6.240000 3276.000000 305.000000 10.270000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
Corem Property Group B 59 2.510000 626.580000 49.580000 8.590000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.980000 385.700000 30.700000 8.650000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.050000 599.720000 25.720000 4.480000 573.999998
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
Boozt 12 2.950000 1672.800000 18.800000 1.140000 1653.999996
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.290000 688.400000 15.400000 2.290000 673.000000
Intrum 4 0.860000 540.800000 13.800000 2.620000 527.000000
Coor Service Management Hold. 8 1.810000 539.600000 7.600000 1.430000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Swedbank A 3 0.560000 566.100000 2.100000 0.370000 564.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 0.600000 567.120000 -2.880000 -0.510000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.300000 242.880000 -3.120000 -1.270000 246.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
CTEK 13 1.560000 525.460000 -8.540000 -1.600000 533.999999
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Nordea Bank Abp 29 0.490000 3437.660000 -16.340000 -0.470000 3453.999992
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Vivesto 1368 0.050000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 0.110000 3645.200000 -110.800000 -2.950000 3756.000001
OX2 18 3.150000 1471.500000 -192.500000 -11.570000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46378.190000 -510.380000 -1.76184% 46888.564618

Updated:¶

'2023-01-20 11:09:48.596213'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶